Delayed derived options structure
TAPE·PIN
Not a scanner · Not max pain from volume
tape 2026-09-18 · published 2026-09-20T14:49:11.657872-04:00

NVDA session 2026-09-18. Close 222.27. This week's close-straddle expected move ±3.48 (1.57%).

Tape and gamma snapshot disagree.
spot close
222.27
tape 2026-09-18
expected move
±3.48
218.79 – 225.75 · 2026-09-21
put / call volume
0.5135
891,642 / 1,736,251

Range vs structure

218.79225.75spot 222.27volgexflip

Green mark = front call volume strike. Orange = GEX call wall. Dashed feel = flip. Volume is not max pain.